Some improved projected quasi-Newton algorithms and their convergence

Author:

Zhang Jianzhong,Zhu Detong,Hou Shaoping

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference8 articles.

1. Nocedal, J. and Overton, M. L., Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization,SIAM J. on Numerical Analysis,22 (1985), 821–850.

2. Zhang, J. and Zhu, D., A Revised Nocedal-Overton Algorithms for Equality Constrained Optimization Problems and Its Superlinear Convergence, Working Report, Department of Mathematics, Shanghai Normal University, 1988.

3. Lancaster, P., and Tismenetsky, M., the Theory of Matrices, (Second Edition) Academic Press, Orlando, Florida, 1985.

4. Powell, M. J. D. and Yuan, Y., A Recursive Quadratic Programming Algorithm That Uses Differentiable Exact Penalty Functions,Math. Prog.,35 (1986), 265–278.

5. Boggs, P., and Tolle, J. W., Augmented Lagrangians Which Are Quadratic in The Multplier,J. of Optimization Theory and Applications,31 (1980), 17–26.

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